The column order is the same as the Help file indicates.

No, Category is not one of the columns so you have to assign categories after import.

Regular and Preferred pricing is part of the initial import, but the other custom prices lists are not.  You are able to use the File, Import/Export, Import Records to import price lists.  To find the format, Export the price list first and make sure when you import, the amounts have no more than 4 decimals.  Five or more used to crash the import but I haven't tried that in years.